Coats & Clark is actually pretty expensive if you look at how little you get per spool. And by contrast, Aurifil seems expensive until you do the math - there is a LOT of thread on each spool!
Aurifil is my favorite for piecing and SITD quilting, Connecting Threads is my favorite for quilting that I want to have show. I generally match threads, top & bobbin. (not necessarily color, but weight)
But this is one of those questions...ask 10 quilters and you'll get about 25 answers.